Results 241 to 250 of about 12,230 (257)

Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods

SIAM Journal of Scientific Computing, 2005
Renato Spigler, Juan Acebron
exaly  

Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model

Management Science, 2006
Athanasios Avramidis, Pierre L'Ecuyer
exaly  

A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation

SIAM Journal on Numerical Analysis, 1993
Russel Caflisch
exaly  

Assessment of randomized Quasi-Monte Carlo method efficiency in radiative heat transfer simulations

Journal of Quantitative Spectroscopy and Radiative Transfer, 2019
Ronan Vicquelin, Olivier Gicquel
exaly  

Quasi-Monte-Carlo-based probabilistic assessment of wall heat loss

Energy Procedia, 2017
Tianfeng Hou, Staf Roels, Dirk Nuyens
exaly  

Quasi-Monte Carlo Integration

2022
openaire   +1 more source

A review of Monte Carlo and quasi‐Monte Carlo sampling techniques

Wiley Interdisciplinary Reviews: Computational Statistics
Ying-Chao Hung
exaly  

Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift–diffusion-Poisson system

Computer Methods in Applied Mechanics and Engineering, 2018
Leila Taghizadeh, Clemens Heitzinger, Amirreza Khodadadian   +2 more
exaly  

One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods

Mathematics and Computers in Simulation, 2003
exaly  

Reclaiming Quasi–Monte Carlo Efficiency in Portfolio Value-at-Risk Simulation Through Fourier Transform

Management Science, 2006
exaly